+600.2%
PH vs SNAP
-79.0%
+679.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +4.0% |
| 7D | +3.0% | -7.3% | +10.4% | +3.7% |
| 30D | -0.6% | -18.9% | +18.3% | +1.3% |
| 3M | -10.7% | -5.3% | -5.5% | -10.7% |
| 6M | +9.1% | -16.9% | +26.0% | +10.0% |
| YTD | +9.5% | -37.4% | +46.9% | +13.0% |
| 1Y | +14.0% | -38.5% | +52.5% | +17.8% |
| 3Y | +138.9% | -55.1% | +193.9% | +145.5% |
| 5Y | +209.1% | -90.8% | +299.9% | +244.4% |
| All | +600.2% | -79.0% | +679.2% | +508.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SNAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling